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Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa; Wang, Jian - In: Applied financial economics 24 (2014) 13/15, pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
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Global liquidity and commodity prices : a cointegrated VAR approach for OECD countries
Belke, Ansgar; Bordon, Ingo D.; Hendricks, Torben - In: Applied financial economics 20 (2010) 1/3, pp. 227-242
Persistent link: https://www.econbiz.de/10003936012
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Execution edge of pit traders and intraday price ranges of soft commodities
Kliakhandler, Igor L. - In: Applied financial economics 17 (2007) 4/6, pp. 343-350
Persistent link: https://www.econbiz.de/10003446026
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Forward-looking agents and macroeconomic determinants of the equity price in a small open economy
Kia, Amir - In: Applied financial economics 13 (2003) 1, pp. 37-54
Persistent link: https://www.econbiz.de/10001725721
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Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
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The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation
Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415
This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The empirical results, from maximum likelihood regressions, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models and Vector Autoregression (VAR) estimates, provide...
Persistent link: https://www.econbiz.de/10003963313
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Effect of wind on stock market returns : evidence from European markets
Shu, Hui-chu; Hung, Mao-Wei - In: Applied financial economics 19 (2009) 10/12, pp. 893-904
Environmental psychology studies have found evidence that wind speed has a strong influence on mood and comfort. This study investigated the relationship between wind speed and daily stock market returns across 18 European countries from 1994 to 2004. A significant and pervasive wind effect was...
Persistent link: https://www.econbiz.de/10003856756
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An empirical investigation of convergence among European equity markets
Fraser, Patricia - In: Applied financial economics 4 (1994) 2, pp. 149-157
Persistent link: https://www.econbiz.de/10001160474
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Linkages between the US and European equity markets : further evidence from cointegration tests
Kanas, Angelos - In: Applied financial economics 8 (1998) 6, pp. 607-614
Persistent link: https://www.econbiz.de/10001253336
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Disrupted links between credit default swaps, bonds and equities during the GM and Ford crisis in 2005
Coudert, Virginie; Gex, Mathieu - In: Applied financial economics 20 (2010) 22/24, pp. 1769-1792
Persistent link: https://www.econbiz.de/10009012368